GCD is a unique data consortium that owns banks internal data for both PD and LGD. GCD’s data pools support the key parameters of banks’ credit risk modelling: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD).
GCD’s library gives access to wide variety of publications on risk related topics. Global Credit Data members work together to analyse the data and discuss methodology issues. GCD has published numerous papers and is actively promoting academic research on the data collected.
Members not only benefit from exclusive rights and access to credit databases and analytics, but also from knowledge and research facilitation possible via the unique industry association.
Through a variety of forums such as workshops, webinars and surveys, GCD is an active industry participant facilitating the discussion in key strategic areas.
Global Credit Data collects raw data from its members and distributes it back to them for use in their own analysis and modelling. GCD supports its members by providing a flexible high-end tool on the data pool: the GCD Visual Analyzer. Member banks can create dynamic Reference Data Sets and generate instant views on the data.
North American Conference New York March 2014, hosted by Citibank Contact person:Philip Winckle Location:New York, USA Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/05/2014_03_new_york_conf_agenda.pdf
General Meeting of Members Paris June 2014 Contact person:Philip Winckle Location:Paris, France Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/05/2014_06_paris_gmm_agenda.pdf
General Meeting of Members Den Haag December 2014, hosted by NIBC Contact person:Philip Winckle Location:Den Haag, Netherlands Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/05/2014_12_den_haag_gmm_agenda.pdf
Review of material and discussions from PECDC’s December 2015 conference in Den Haag and special discussions of working groups and other special topics for Australian members Contact person:Philip Winckle Location:Sydney, Australia Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/04/agenda_pecdc_sydney_meeting_12_january_2015_v3.pdf
North American Conference New York April 2015, hosted by JP Morgan Contact person:Philip Winckle Location:New York, USA Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/05/agenda_new_york_2015_final_version_.pdf
New York Federal Reserve meeting April 2015 Contact person:Philip Winckle Location:New York, USA Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/05/regulatory_roundtable_.pdf
European conference June 2015, hosted by Unicredit Bank Austria Contact person:Philip Winckle Location:Vienna, Austria Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/04/agenda_gmm_vienna_june_2015_-_20150613.pdf
Special General Meeting of Members July 2015 Location:Webex call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/02/notice_to_members_re_meetings_about_rmg_analytics_sent_1_july_2015_1.pdf
Kick-off WG IFRS 9 / CECL impairment models Contact person:Daniela Thakkar Location:Webex call
Kickoff Desktop tool project Contact person:Daniela Thakkar Location:Webex call
WG ODF #2/2015 Contact person:Daniela Thakkar Location:Webex call
Discussion on calculation of migration matrices / default rates Location:Webex call
